<html><head><title>Senior Quantitative Modeler (San Francisco, CA) - San Francisco, CA</title></head>
<body><h2>Senior Quantitative Modeler (San Francisco, CA) - San Francisco, CA</h2>
<p>The Sr. Quantitative Modeler position works within the Financial Planning &amp; Analysis (FP&amp;A) Quantitative Analytics team and will develop quantitative/statistics models used for Current Expected Credit Loss (CECL) and stress testing purposes.</p>
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</b><b>RESPONSIBILITIES:</b></p>
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<li>Obtain and conduct data analysis required for stress testing model development</li><li>Developing and executing primary and benchmark models for credit risk and PPNR</li><li>Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility)</li><li>Perform routine analysis for model performance monitoring and model review, maintaining current model inventory for validation and audit compliance</li><li>Deliver comprehensive model documentation (e.g., model development documents, model approval packages, technical review documents)</li><li>Utilize quantitative skills to analyze and summarize data, formulate findings, and provide recommendations. Research and recommend enhancements</li><li>Assist others with conducting business research by gathering data, identifying options, and creating non-routine reports with detailed analyses</li><li>Perform additional duties as required</li></ul><p><b>POSITION REQUIREMENTS:</b></p>
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<li>This position requires a minimum of Master’s degree in Mathematics, Statistics, Economics, Operations Research, or related field</li><li>Minimum 2 years of experience in the job offered or as a Predictive Analyst, or in related position. Experience must include:
<ul><li>Programming in a statistical software package such as R,SAS, or Python</li><li>Querying data from a data warehouse with relational database using SAS/SQL</li><li>General use of Microsoft Office applications (Excel, Word, PowerPoint)</li><li>Handle and perform large scale data manipulation using R and SAS</li><li>Statistical modeling techniques such as linear regression, generalized linear regression, logistic regression, time series, decision trees, cluster analysis</li><li>Working in cross functional teams</li></ul></li></ul><p><b>#LI-HJ1</b></p></body>
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